+287.1%
AEM vs FTV
+127.6%
+159.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -6.8% | +3.9% | -10.7% | -7.4% |
| 30D | +0.8% | +18.7% | -17.8% | -1.9% |
| 3M | -0.8% | +10.0% | -10.9% | -2.4% |
| 6M | -8.5% | +14.6% | -23.1% | -10.6% |
| YTD | +5.9% | +23.4% | -17.5% | +2.2% |
| 1Y | +6.6% | +31.3% | -24.7% | +1.8% |
| 3Y | +302.2% | +39.8% | +262.4% | +277.7% |
| 5Y | +250.8% | +17.7% | +233.1% | +233.6% |
| 10Y | +406.1% | +110.2% | +295.8% | +276.3% |
| All | +287.1% | +127.6% | +159.6% | +184.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling